| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | 0.922604 | 7.1465 | 0 |
| 2 | 0.813533 | 6.3016 | 0 |
| 3 | 0.737398 | 5.7119 | 0 |
| 4 | 0.706013 | 5.4688 | 0 |
| 5 | 0.706867 | 5.4754 | 0 |
| 6 | 0.687647 | 5.3265 | 1e-06 |
| 7 | 0.608689 | 4.7149 | 7e-06 |
| 8 | 0.514497 | 3.9853 | 9.3e-05 |
| 9 | 0.452187 | 3.5026 | 0.000438 |
| 10 | 0.431692 | 3.3439 | 0.000714 |
| 11 | 0.446008 | 3.4548 | 0.000508 |
| 12 | 0.431975 | 3.3461 | 0.000709 |
| 13 | 0.336154 | 2.6038 | 0.005801 |
| 14 | 0.226557 | 1.7549 | 0.042191 |
| 15 | 0.154584 | 1.1974 | 0.117929 |
| 16 | 0.121711 | 0.9428 | 0.17479 |
| 17 | 0.116814 | 0.9048 | 0.184585 |
| 18 | 0.091007 | 0.7049 | 0.241788 |
| 19 | 0.01493 | 0.1156 | 0.45416 |
| 20 | -0.063138 | -0.4891 | 0.31329 |
| 21 | -0.106224 | -0.8228 | 0.206937 |
| 22 | -0.1119 | -0.8668 | 0.194759 |
| 23 | -0.094725 | -0.7337 | 0.232984 |
| 24 | -0.094817 | -0.7344 | 0.232769 |
| 25 | -0.151295 | -1.1719 | 0.122929 |
| 26 | -0.214929 | -1.6648 | 0.05058 |
| 27 | -0.244048 | -1.8904 | 0.031769 |
| 28 | -0.235649 | -1.8253 | 0.036465 |
| 29 | -0.218419 | -1.6919 | 0.04793 |
| 30 | -0.218735 | -1.6943 | 0.047695 |
| 31 | -0.262129 | -2.0304 | 0.023376 |
| 32 | -0.312054 | -2.4172 | 0.009349 |
| 33 | -0.340373 | -2.6365 | 0.005324 |
| 34 | -0.33811 | -2.619 | 0.005575 |
| 35 | -0.322545 | -2.4984 | 0.007616 |
| 36 | -0.317036 | -2.4558 | 0.008486 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | 0.922604 | 7.1465 | 0 |
| 2 | -0.253124 | -1.9607 | 0.027281 |
| 3 | 0.218105 | 1.6894 | 0.048164 |
| 4 | 0.170458 | 1.3204 | 0.095864 |
| 5 | 0.157254 | 1.2181 | 0.11398 |
| 6 | -0.134433 | -1.0413 | 0.150954 |
| 7 | -0.285361 | -2.2104 | 0.015451 |
| 8 | 0.011278 | 0.0874 | 0.465338 |
| 9 | 0.079069 | 0.6125 | 0.271273 |
| 10 | 0.056095 | 0.4345 | 0.332739 |
| 11 | 0.132283 | 1.0247 | 0.154818 |
| 12 | -0.154616 | -1.1977 | 0.117881 |
| 13 | -0.382749 | -2.9648 | 0.002171 |
| 14 | 0.047102 | 0.3649 | 0.358252 |
| 15 | 0.048249 | 0.3737 | 0.354959 |
| 16 | -0.06577 | -0.5095 | 0.306151 |
| 17 | 0.000985 | 0.0076 | 0.49697 |
| 18 | -0.026717 | -0.2069 | 0.418376 |
| 19 | -0.054379 | -0.4212 | 0.337551 |
| 20 | 0.05218 | 0.4042 | 0.343758 |
| 21 | 0.021608 | 0.1674 | 0.433818 |
| 22 | -0.022357 | -0.1732 | 0.431549 |
| 23 | -0.033915 | -0.2627 | 0.396838 |
| 24 | 0.086686 | 0.6715 | 0.252251 |
| 25 | -0.085686 | -0.6637 | 0.254706 |
| 26 | -0.029441 | -0.228 | 0.410193 |
| 27 | 0.021661 | 0.1678 | 0.433658 |
| 28 | 0.038582 | 0.2989 | 0.383043 |
| 29 | -0.145197 | -1.1247 | 0.132599 |
| 30 | 0.070103 | 0.543 | 0.294566 |
| 31 | -0.057902 | -0.4485 | 0.327702 |
| 32 | -0.092899 | -0.7196 | 0.237286 |
| 33 | -0.114843 | -0.8896 | 0.188626 |
| 34 | 0.037481 | 0.2903 | 0.386284 |
| 35 | -0.081096 | -0.6282 | 0.266138 |
| 36 | 0.037232 | 0.2884 | 0.387017 |
